S&P/TSX 60 Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.61% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9011 | 8.17 | |
| 0.0816 | 36.37 | |
| 0.9888 | 706.79 | |
| 8.0414 | 6.34 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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